+692.4%
FDS vs BUD
+214.6%
+477.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.2% |
| 7D | -0.5% | +4.5% | -5.0% | -1.9% |
| 30D | +20.2% | +12.5% | +7.7% | +15.9% |
| 3M | +19.9% | 0.0% | +19.9% | +20.0% |
| 6M | +56.2% | +3.8% | +52.4% | +54.0% |
| YTD | +14.6% | +33.1% | -18.5% | +3.3% |
| 1Y | +31.6% | +35.5% | -3.9% | +18.0% |
| 3Y | -23.8% | +49.4% | -73.2% | -34.9% |
| 5Y | -22.6% | +48.0% | -70.6% | -34.9% |
| 10Y | +139.3% | -8.6% | +147.9% | +123.9% |
| All | +692.4% | +214.6% | +477.8% | +329.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling